+177.1%
BBMC vs VT
+168.4%
+8.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | -0.6% |
| 7D | +0.1% | -0.7% | +0.8% | +0.9% |
| 30D | +2.9% | -1.7% | +4.6% | +4.9% |
| 3M | -2.3% | -2.3% | 0.0% | +0.3% |
| 6M | +3.9% | +1.5% | +2.4% | +1.8% |
| YTD | +18.5% | +12.0% | +6.5% | +3.3% |
| 1Y | +20.4% | +12.9% | +7.5% | +4.1% |
| 3Y | +77.8% | +74.9% | +2.8% | -8.1% |
| 5Y | +39.1% | +59.9% | -20.8% | -19.1% |
| All | +177.1% | +168.4% | +8.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling